Anic Equity¶

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Total return since start: 0.588 %¶

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Equity now: -----------------------------> 48505.71 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Anic Portfolio¶

Today¶

Return: 0.046 %¶

This Week¶

Return: 0.046 %¶

Total¶

Return: 58.755 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.220000 828.450000 130.450000 18.690000 698.000040
Tobii Dynavox 109 -0.390000 2779.500000 57.500000 2.110000 2721.999993
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.990000 718.580000 32.580000 4.750000 686.000016
Vitec Software Group B 1 -0.970000 498.600000 13.600000 2.800000 485.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
Embracer Group B 14 -2.330000 693.840000 4.840000 0.700000 689.000004
G5 Entertainment 3 -0.100000 574.200000 2.200000 0.380000 572.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
Mycronic 3 -2.960000 648.000000 -4.000000 -0.610000 651.999999
SKF B 3 -3.780000 591.450000 -4.550000 -0.760000 596.000001
ASSA ABLOY B 2 -1.250000 504.200000 -9.800000 -1.910000 514.000000
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -2.660000 498.600000 -12.400000 -2.430000 511.000000
Husqvarna A 7 -2.990000 613.900000 -19.100000 -3.020000 632.999997
Husqvarna B 7 -2.940000 614.600000 -25.400000 -3.970000 639.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Collector Bank 29 -5.380000 1202.920000 -31.080000 -2.520000 1233.999996
Lagercrantz Group B 5 -1.040000 573.000000 -34.000000 -5.600000 607.000000
Rejlers B 6 -2.900000 924.000000 -38.000000 -3.950000 961.999998
Swedbank A 3 -3.010000 579.150000 -38.850000 -6.290000 618.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -0.330000 482.000000 -47.000000 -8.880000 529.000000
Dustin Group 18 -4.610000 610.920000 -59.080000 -8.820000 669.999996
Nordea Bank Abp 30 -4.200000 3693.600000 -69.400000 -1.840000 3762.999990
Viaplay Group B 4 -3.710000 965.600000 -71.400000 -6.890000 1037.000000
AFRY 3 -2.640000 520.200000 -74.800000 -12.570000 594.999999
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -2.210000 555.560000 -127.440000 -18.660000 683.000007
Fastighetsbolaget Emilshus B 23 4.300000 563.500000 -131.500000 -18.920000 694.999993
Fasadgruppen Group 38 1.370000 3936.800000 -253.200000 -6.040000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46294.010000 -1928.240000 -6.87305% 48222.250041

Updated:¶

'2023-03-13 16:47:39.163511'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶